Plot method for NSGEV object

Plot method for NSGEV objects.

# S3 method for NSGEV
plot(
  x,
  y,
  which = 1,
  pLim = c(0.01, 0.99),
  showQuant = c(0.5, 0.95, 0.99),
  ...
)

Arguments

x

A NSGEV object

y

Not used.

which

An integer. The value 1 will lead to a plot with the observation number used for the \(x\) axis. With the value 2 the \(x\) axis is the covariate, assuming that there is only one covariate.

pLim

A numeric vector with two probabilities used to set the ylim parameter of plot.default. The model quantiles for these probabilites are computed and added to the range used to choose ylim.

showQuant

Not used yet.

...

Other arguments to be passed to methods.

Value

Nothing.

Author

Yves Deville

Examples

example(NSGEV)
#> 
#> NSGEV> df <- data.frame(t = 1:10)
#> 
#> NSGEV> ## built a model with given coefficients
#> NSGEV> psi <- c("alpha" = 1, "beta" = 0.01, "delta" = 0.6, "xi" = 0.06)
#> 
#> NSGEV> ns0 <- NSGEV(formulas = list("loc" = ~ alpha + beta * t, "scale" = ~ delta, "shape" = ~ xi),
#> NSGEV+              data = df, psi = psi)
#> 
#> NSGEV> ## simulate a path
#> NSGEV> set.seed(1234)
#> 
#> NSGEV> ysim <- simulate(ns0, nsim = 1, psi = psi)
#> 
#> NSGEV> df2 <- cbind(df, y = ysim[ , 1L])
#> 
#> NSGEV> ns1 <- NSGEV(formulas = list("loc" = ~ alpha + beta * t, "scale" = ~ delta, "shape" = ~ xi),
#> NSGEV+              data = df2, response = "y", psi = psi, est = "optim")
#> 
#> NSGEV> ## try an exponential link
#> NSGEV> ns2 <- NSGEV(formulas = list("loc" = ~ exp(alpha + beta * t), "scale" = ~ delta, "shape" = ~ xi),
#> NSGEV+              data = df2, response = "y", psi = psi, est = "optim")
#> 
#> NSGEV> ## compare the estimation with that of ismev::gev.fit
#> NSGEV> require(ismev)
#> 
#> NSGEV> ns1.ismev <- gev.fit(xdat = df2$y, ydat = as.matrix(df), mul = 1, show = FALSE)
#> 
#> NSGEV> rbind("NSGEV" = c(ns1$estimate, "negLogL" = ns1$negLogL),
#> NSGEV+        "ismev" = c(ns1.ismev$mle, "negLogL" = ns1.ismev$nllh))
#>          alpha         beta     delta         xi negLogL
#> NSGEV 1.143777 -0.002918431 0.6033124 -0.4359059 8.22994
#> ismev 1.143704 -0.002906355 0.6032869 -0.4358915 8.22994
#> 
#> NSGEV> ## Try an expoential link
#> NSGEV> ns2.ismev <- gev.fit(xdat = df2$y, ydat = as.matrix(df), mul = 1, mulink = exp, show = FALSE)
#> 
#> NSGEV> rbind("NSGEV" = c(ns2$estimate, "negLogL" = ns2$negLogL),
#> NSGEV+        "ismev" = c(ns2.ismev$mle, "negLogL" = ns2.ismev$nllh))
#>           alpha        beta     delta         xi  negLogL
#> NSGEV 0.3976449 -0.11871098 1.5582157 -1.0861830 8.106294
#> ismev 0.1284920 -0.00155176 0.6035595 -0.4351343 8.230150
plot(ns1, which = 1)

plot(ns1, which = 2)